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USB Cologne (business full texts)
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Optimal Dynamic Asset Allocation for Defined-Contribution Pension Plans
Cairns, Andrew J.G.
;
Blake, David
;
Dowd, Kevin
-
2000
We develop an optimal asset allocatlon model for the accumulation phase of a defined contribution pension plan in the presence of non-hedgeable salary risk...
Persistent link: https://www.econbiz.de/10005847495
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